Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,601,737 : : Positions : :3,822,276 1,212,400 534,089 3,594,303 268,805 249,821 62,291 156,811 267,175 19,799 267,467 : : : : Changes from: March 17, 2020 : : 103,526 77,261 8,672 123,886 4,394 27,484 18,785 11,105 74,766 -4,747 -55,245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 21.6 9.5 64.2 4.8 4.5 1.1 2.8 4.8 0.4 4.8 : : : : Number of Traders in Each Category Total Traders: 227 : : 126 98 14 19 24 9 8 13 26 17 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 246,130 : : Positions : : 43,055 13,936 30,679 39,523 91,220 581 22,548 44,365 16,374 14,605 19,837 : : : : Changes from: March 17, 2020 : : 5,210 436 12,444 -11,013 12,580 581 4,762 7,900 -17,902 6,692 7,191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 5.7 12.5 16.1 37.1 0.2 9.2 18.0 6.7 5.9 8.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 8 9 8 12 . 5 . 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 285,584 : : Positions : : 188,469 252,491 46,080 7,161 15,963 0 3,575 0 5,271 0 153 : : : : Changes from: March 17, 2020 : : 7,815 3,005 -4,263 60 517 0 0 0 -736 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 88.4 16.1 2.5 5.6 0.0 1.3 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 11 5 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 144,233 : : Positions : : 132,080 71,341 1,053 60,968 3,758 1,951 0 0 782 0 404 : : : : Changes from: March 17, 2020 : : 1,191 532 30 699 1,086 0 0 0 213 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 49.5 0.7 42.3 2.6 1.4 0.0 0.0 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . 6 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 348,784 : : Positions : : 251,705 148,532 38,828 160,949 25,115 3,877 0 0 6,273 735 7,276 : : : : Changes from: March 17, 2020 : : -7,210 -9,444 178 -2,712 -533 0 0 0 -1,729 603 1,418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 42.6 11.1 46.1 7.2 1.1 0.0 0.0 1.8 0.2 2.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 16 5 8 7 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 918,147 : : Positions : : 864,078 55,684 10,800 820,614 26,416 0 850 31 2,351 11,329 1,837 : : : : Changes from: March 17, 2020 : : 14,850 -2,487 1,803 17,701 -1,331 0 30 0 -2,412 264 226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 6.1 1.2 89.4 2.9 0.0 0.1 0.0 0.3 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 18 . 10 8 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 391,439 : : Positions : : 271,205 277,712 59,939 48,230 45,236 0 608 0 3,212 6,107 2,169 : : : : Changes from: March 17, 2020 : : 3,101 2,223 1,580 1,977 3,076 0 -64 0 624 2,886 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 70.9 15.3 12.3 11.6 0.0 0.2 0.0 0.8 1.6 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 27 7 6 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 576,613 : : Positions : : 525,605 405,880 20,241 137,871 21,783 0 416 0 1,208 0 339 : : : : Changes from: March 17, 2020 : : 4,265 1,970 -363 1,548 -45 0 0 0 0 -35 -184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 70.4 3.5 23.9 3.8 0.0 0.1 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 26 4 10 10 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 443,113 : : Positions : : 317,783 113,107 90,532 287,710 19,690 0 2,066 0 0 1,282 152 : : : : Changes from: March 17, 2020 : : 4,928 963 -364 1,722 -564 0 140 0 0 -598 -218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 25.5 20.4 64.9 4.4 0.0 0.5 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 19 7 7 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 107,515 : : Positions : : 83,564 90,865 18,972 8,988 1,044 0 0 0 620 4,809 0 : : : : Changes from: March 17, 2020 : : 239 332 151 0 -151 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 84.5 17.6 8.4 1.0 0.0 0.0 0.0 0.6 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 21 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 40,442 : : Positions : : 38,344 37,696 1,180 1,576 60 0 0 0 0 157 60 : : : : Changes from: March 17, 2020 : : 13,216 11,984 -150 1,111 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 93.2 2.9 3.9 0.1 0.0 0.0 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 314,746 : : Positions : : 300,246 64,520 1,176 222,050 8,206 0 3,877 0 0 5,891 124 : : : : Changes from: March 17, 2020 : : 9,870 7,081 547 3,571 298 0 0 0 0 416 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 20.5 0.4 70.5 2.6 0.0 1.2 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 12 . 10 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 202,546 : : Positions : : 175,111 41,219 5,372 137,608 17,493 0 0 0 0 0 0 : : : : Changes from: March 17, 2020 : : 2,023 1,884 31 -1 -136 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 20.4 2.7 67.9 8.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 11 . 9 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 317,297 : : Positions : : 300,467 283,987 253 21,421 7,415 0 2,736 0 1,712 454 0 : : : : Changes from: March 17, 2020 : : 2,445 4,372 0 0 0 0 0 0 0 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 89.5 0.1 6.8 2.3 0.0 0.9 0.0 0.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 18 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 56,706 : : Positions : : 18,133 54,034 28,347 1,465 0 6,247 0 0 2,491 899 0 : : : : Changes from: March 17, 2020 : : 1,894 3,244 -1,200 -120 0 815 0 0 1,530 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 95.3 50.0 2.6 0.0 11.0 0.0 0.0 4.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 19 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 612,906 : : Positions : : 477,931 168,030 42,375 369,825 52,825 230 2,342 1,637 15,138 5,142 6,644 : : : : Changes from: March 17, 2020 : : 7,607 8,863 -385 589 245 230 -1,723 6 350 3,022 469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 27.4 6.9 60.3 8.6 0.0 0.4 0.3 2.5 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 75 : : 39 31 4 12 8 . . . . 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 206,906 : : Positions : : 116,703 105,006 40,069 50,959 42,099 0 16 1,456 1,291 0 181 : : : : Changes from: March 17, 2020 : : 3,709 -1,013 326 6,053 -584 -72 16 72 210 0 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 50.8 19.4 24.6 20.3 0.0 0.0 0.7 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 4 4 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 47,519 : : Positions : : 33,278 35,387 11,479 8,973 1,019 0 0 0 0 217 0 : : : : Changes from: March 17, 2020 : : 1,916 764 -421 885 -465 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 74.5 24.2 18.9 2.1 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 107,019 : : Positions : : 67,515 77,292 26,439 18,304 7,722 0 0 0 0 0 0 : : : : Changes from: March 17, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 72.2 24.7 17.1 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 246,361 : : Positions : : 127,733 231,788 98,189 1,704 8,687 3,360 0 0 4,200 448 840 : : : : Changes from: March 17, 2020 : : 1,344 9,026 5,689 870 756 3,360 0 0 4,200 -690 690 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 94.1 39.9 0.7 3.5 1.4 0.0 0.0 1.7 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 19 8 4 5 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 253,588 : : Positions : : 128,796 227,606 89,975 2,982 10,925 15,884 371 31 3,706 6,712 2,760 : : : : Changes from: March 17, 2020 : : -1,955 8,300 6,930 805 395 3,329 0 31 2,280 -2,610 2,610 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 89.8 35.5 1.2 4.3 6.3 0.1 0.0 1.5 2.6 1.1 : : : : Number of Traders in Each Category Total Traders: 76 : : 27 38 9 5 6 . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 128,286 : : Positions : : 108,960 95,535 13,141 26,723 3,401 0 0 0 0 0 0 : : : : Changes from: March 17, 2020 : : 4,704 1,252 -2,464 -3 3,277 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 74.5 10.2 20.8 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 22 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 46,951 : : Positions : : 21,524 38,392 23,188 4,044 0 0 1,364 0 217 1,712 0 : : : : Changes from: March 17, 2020 : : 6,280 7,930 1,562 1,260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 81.8 49.4 8.6 0.0 0.0 2.9 0.0 0.5 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 4 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 289,372 : : Positions : : 173,336 185,030 96,294 77,737 11,186 804 1,976 95 33 125 1,256 : : : : Changes from: March 17, 2020 : : 7,686 5,412 2,439 1,582 31 267 -64 -172 33 125 698 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 63.9 33.3 26.9 3.9 0.3 0.7 0.0 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 26 5 6 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AT Open Interest is 132,310 : : Positions : : 130,244 130,893 1,178 1,200 0 0 0 0 0 217 0 : : : : Changes from: March 17, 2020 : : 3,470 2,846 0 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.4 98.9 0.9 0.9 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 114,604 : : Positions : : 95,081 74,857 5,183 24,186 2,368 0 0 0 450 0 515 : : : : Changes from: March 17, 2020 : : 5,688 1,314 0 7,112 0 0 0 0 450 0 515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 65.3 4.5 21.1 2.1 0.0 0.0 0.0 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 251,083 : : Positions : : 236,288 159,900 5,929 80,696 2,320 0 0 0 892 0 1,474 : : : : Changes from: March 17, 2020 : : 17,591 15,305 60 1,536 -12 0 0 0 30 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 63.7 2.4 32.1 0.9 0.0 0.0 0.0 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . 6 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 203,692 : : Positions : : 147,238 192,397 38,671 0 7,553 0 320 0 0 420 0 : : : : Changes from: March 17, 2020 : : 1,745 2,169 568 0 0 0 -32 0 0 420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 94.5 19.0 0.0 3.7 0.0 0.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 92,308 : : Positions : : 41,816 84,440 36,737 0 1,201 0 0 0 0 850 124 : : : : Changes from: March 17, 2020 : : 570 1,061 767 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 91.5 39.8 0.0 1.3 0.0 0.0 0.0 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 6 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 47,181 : : Positions : : 41,106 39,813 1,884 5,796 279 0 0 0 1,260 1,020 0 : : : : Changes from: March 17, 2020 : : 4,058 840 480 2,912 0 0 0 0 240 1,020 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 84.4 4.0 12.3 0.6 0.0 0.0 0.0 2.7 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 200,809 : : Positions : : 143,972 157,770 41,703 31,488 3,917 0 0 0 3,883 0 150 : : : : Changes from: March 17, 2020 : : 1,455 -487 -2,772 3,220 560 0 0 0 273 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 78.6 20.8 15.7 2.0 0.0 0.0 0.0 1.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 210,444 : : Positions : : 154,140 155,542 21,866 16,184 10,959 0 0 0 4,550 9,421 7,564 : : : : Changes from: March 17, 2020 : : 5,270 6,640 847 30 56 0 0 0 762 576 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 73.9 10.4 7.7 5.2 0.0 0.0 0.0 2.2 4.5 3.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 17 6 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 29,995 : : Positions : : 28,032 20,475 1,449 6,855 0 0 0 0 0 769 0 : : : : Changes from: March 17, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 68.3 4.8 22.9 0.0 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 7 . 4 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 78,584 : : Positions : : 51,481 67,971 23,318 3,133 2,928 0 1,414 0 0 0 0 : : : : Changes from: March 17, 2020 : : 1,752 -1,096 510 1,366 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 86.5 29.7 4.0 3.7 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 16 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 252,314 : : Positions : : 178,891 147,801 32,658 67,820 26,339 999 0 0 1,372 620 3,611 : : : : Changes from: March 17, 2020 : : 1,827 1,880 120 369 1,376 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 58.6 12.9 26.9 10.4 0.4 0.0 0.0 0.5 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 24 . 8 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 138,247 : : Positions : : 91,845 90,942 16,122 21,024 22,368 0 999 3 0 0 0 : : : : Changes from: March 17, 2020 : : 871 4,305 -354 124 214 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 65.8 11.7 15.2 16.2 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 4 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CV Open Interest is 29,301 : : Positions : : 15,345 22,570 5,091 0 6,576 1,954 0 0 0 0 0 : : : : Changes from: March 17, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 77.0 17.4 0.0 22.4 6.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 178,213 : : Positions : : 161,800 147,893 3,028 23,488 2,457 0 0 0 400 0 0 : : : : Changes from: March 17, 2020 : : 6,595 7,477 32 340 109 0 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 83.0 1.7 13.2 1.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 16 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 51,238 : : Positions : : 44,368 38,267 1,420 8,837 862 0 0 0 279 0 0 : : : : Changes from: March 17, 2020 : : 7,213 5,870 120 428 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 74.7 2.8 17.2 1.7 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 266,886 : : Positions : : 213,856 17,120 24,943 240,860 7,698 0 0 0 0 720 0 : : : : Changes from: March 17, 2020 : : 4,172 1,498 -556 673 428 0 0 0 0 720 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 6.4 9.3 90.2 2.9 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 8 . 7 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 95,852 : : Positions : : 61,893 43,954 17,732 45,506 2,773 0 0 0 4,922 0 0 : : : : Changes from: March 17, 2020 : : 1,460 63 -1,183 183 -428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 45.9 18.5 47.5 2.9 0.0 0.0 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233EB Open Interest is 209,987 : : Positions : : 176,454 166,165 13,033 25,757 12,067 0 0 0 0 1,208 0 : : : : Changes from: March 17, 2020 : : 3,380 1,488 -1,952 428 1,557 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 79.1 6.2 12.3 5.7 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,221,849 : : Positions : : 263,064 255,979 217,145 138,843 107,949 135,327 221,537 265,506 52,811 76,051 116,788 : : : : Changes from: March 17, 2020 : : 18,703 -1,045 -11,870 17,567 -23,614 564 -42,817 -52,537 -14,195 14,955 -9,895 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 21.0 17.8 11.4 8.8 11.1 18.1 21.7 4.3 6.2 9.6 : : : : Number of Traders in Each Category Total Traders: 289 : : 42 37 22 13 28 46 65 65 40 40 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 290,586 : : Positions : : 131,198 78,413 50,291 70,233 34,893 7,690 1,808 14,863 9,290 50,589 22,183 : : : : Changes from: March 17, 2020 : : 3,581 4,348 -4,569 1,931 2,010 -3,571 -785 2,439 3,097 -7,695 1,809 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 27.0 17.3 24.2 12.0 2.6 0.6 5.1 3.2 17.4 7.6 : : : : Number of Traders in Each Category Total Traders: 84 : : 33 25 6 11 15 5 . 6 9 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 134,202 : : Positions : : 28,216 20,983 32,251 7,036 25,390 433 34,040 16,445 13,313 13,024 9,772 : : : : Changes from: March 17, 2020 : : 5,818 -3,565 2,574 -944 1,135 433 14,003 3,525 6,573 4,706 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 15.6 24.0 5.2 18.9 0.3 25.4 12.3 9.9 9.7 7.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 14 12 12 . 14 . 7 6 13 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 746,730 : : Positions : : 382,485 114,843 111,362 494,042 88,032 4,881 4,846 4,666 111,510 7,367 15,149 : : : : Changes from: March 17, 2020 : : 6,241 3 -1,402 4,552 24 0 0 0 -1,253 160 -878 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 15.4 14.9 66.2 11.8 0.7 0.6 0.6 14.9 1.0 2.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 19 16 4 12 16 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 138,896 : : Positions : : 26,280 33,701 55,534 47,572 33,127 2,408 1,593 3,587 9,356 6,379 4,845 : : : : Changes from: March 17, 2020 : : 316 1,099 518 347 1,383 140 0 0 528 681 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 24.3 40.0 34.3 23.9 1.7 1.1 2.6 6.7 4.6 3.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 9 10 6 14 . . 4 5 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066413 Open Interest is 4,746 : : Positions : : 2,771 3,274 776 137 307 0 0 0 54 163 50 : : : : Changes from: March 17, 2020 : : 116 76 23 44 19 0 0 0 -50 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 69.0 16.4 2.9 6.5 0.0 0.0 0.0 1.1 3.4 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 34,083 : : Positions : : 19,567 28,940 9,510 3,250 1,801 0 0 0 2,845 0 30 : : : : Changes from: March 17, 2020 : : 82 -38 -150 -30 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 84.9 27.9 9.5 5.3 0.0 0.0 0.0 8.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 29 5 . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 19,478 : : Positions : : 18,506 14,937 0 3,061 786 0 0 0 70 0 24 : : : : Changes from: March 17, 2020 : : 3,239 3,399 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 76.7 0.0 15.7 4.0 0.0 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 0 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 8,197 : : Positions : : 6,061 6,567 573 542 380 0 0 0 275 273 82 : : : : Changes from: March 17, 2020 : : 753 555 0 -10 0 0 0 0 17 165 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 80.1 7.0 6.6 4.6 0.0 0.0 0.0 3.4 3.3 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641F Open Interest is 41,490 : : Positions : : 38,149 27,845 0 12,788 207 0 0 0 2,476 512 63 : : : : Changes from: March 17, 2020 : : 1,638 1,676 0 312 0 0 0 0 0 -125 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 67.1 0.0 30.8 0.5 0.0 0.0 0.0 6.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 26 34 0 8 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641G Open Interest is 56,238 : : Positions : : 36,293 46,219 10,502 665 4,584 153 1,047 7 1,667 632 1,890 : : : : Changes from: March 17, 2020 : : -1,085 600 1,026 -164 480 0 -80 0 247 -241 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 82.2 18.7 1.2 8.2 0.3 1.9 0.0 3.0 1.1 3.4 : : : : Number of Traders in Each Category Total Traders: 93 : : 53 48 11 . 12 . . . 8 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665A Open Interest is 1,699 : : Positions : : 846 982 58 0 96 0 0 0 196 27 22 : : : : Changes from: March 17, 2020 : : 106 90 -1 0 55 0 0 0 -45 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 57.8 3.4 0.0 5.7 0.0 0.0 0.0 11.5 1.6 1.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 4,451 : : Positions : : 3,325 3,382 38 157 131 0 0 0 141 54 180 : : : : Changes from: March 17, 2020 : : 194 -4 -29 90 -92 0 0 0 -35 20 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 76.0 0.9 3.5 2.9 0.0 0.0 0.0 3.2 1.2 4.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 26 25 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 59,083 : : Positions : : 56,382 28,896 1,059 29,396 390 0 0 0 1,062 25 70 : : : : Changes from: March 17, 2020 : : 1,263 1,096 -107 35 43 0 0 0 -25 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 48.9 1.8 49.8 0.7 0.0 0.0 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 37 33 . 7 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 135,792 : : Positions : : 111,679 112,509 10,891 11,585 5,598 780 1,264 72 2,850 827 2,791 : : : : Changes from: March 17, 2020 : : -1,083 1,799 1,489 -767 281 0 -563 12 270 -65 97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 82.9 8.0 8.5 4.1 0.6 0.9 0.1 2.1 0.6 2.1 : : : : Number of Traders in Each Category Total Traders: 111 : : 68 63 11 5 10 . 5 . 7 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 40,589 : : Positions : : 22,217 26,504 11,203 9,281 3,377 1,260 630 0 2,330 65 130 : : : : Changes from: March 17, 2020 : : 795 1,514 -66 -620 -110 0 -335 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 65.3 27.6 22.9 8.3 3.1 1.6 0.0 5.7 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 29 . 6 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 59,936 : : Positions : : 51,888 40,767 1,881 15,766 1,130 972 490 0 2,434 365 960 : : : : Changes from: March 17, 2020 : : 2,185 1,910 229 793 -137 0 150 0 177 111 261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 68.0 3.1 26.3 1.9 1.6 0.8 0.0 4.1 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 86 : : 47 45 5 6 4 . 4 0 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 38,605 : : Positions : : 33,487 26,320 1,448 8,915 2,285 900 85 0 20 242 24 : : : : Changes from: March 17, 2020 : : 2,929 2,516 15 373 71 0 0 0 17 67 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 68.2 3.8 23.1 5.9 2.3 0.2 0.0 0.1 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 26 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 19,907 : : Positions : : 14,596 14,488 2,112 2,507 1,173 0 0 0 136 603 1,016 : : : : Changes from: March 17, 2020 : : 1,450 1,221 170 75 158 0 0 0 -39 285 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 72.8 10.6 12.6 5.9 0.0 0.0 0.0 0.7 3.0 5.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 5 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665W Open Interest is 2,320 : : Positions : : 1,914 1,887 32 17 311 0 0 0 0 25 35 : : : : Changes from: March 17, 2020 : : 10 0 0 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 81.3 1.4 0.7 13.4 0.0 0.0 0.0 0.0 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 . . . 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 27, 2020